| AmericanOption-class {ragtop} | R Documentation |
A standard option contract allowing for early exercise at the choice of the option holder
Description
A standard option contract allowing for early exercise at the choice of the option holder
Methods
optionality_fcn(v, ...)Return a version of v at time t corrected for any optionality conditions.
recovery_fcn(v, S, t, ...)Return recovery value, given non-default values v at time t. Subclasses may be more elaborate, this method simply returns 0.0.
[Package ragtop version 1.1.1 Index]